+248.1%
DGX vs BAH
+207.9%
+40.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -0.9% | +4.3% | -5.2% | -1.7% |
| 30D | -1.2% | -2.5% | +1.3% | -0.8% |
| 3M | +15.8% | -0.9% | +16.7% | +15.5% |
| 6M | +18.2% | +1.5% | +16.7% | +17.0% |
| YTD | +37.2% | -8.0% | +45.2% | +37.1% |
| 1Y | +30.4% | -24.7% | +55.1% | +35.5% |
| 3Y | +96.7% | -28.4% | +125.1% | +98.6% |
| 5Y | +67.2% | +2.8% | +64.4% | +50.5% |
| All | +248.1% | +207.9% | +40.2% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling